ICE US Sugar GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.56%
decreased by 0.38%
1 Week
26.70%
decreased by 0.24%
1 Month
27.23%
increased by 0.29%
Analysis last updated: Saturday, June 13, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 12.81 | |
| 0.0391 | 20.53 | |
| 0.9518 | 412.91 |
Estimation Period:
Mar 1, 2000 to Jun 12, 2026
Mar 1, 2000 to Jun 12, 2026
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